Locking wheel nuts are supplied with the Edge but aren’t fitted in the factory like the rest of the Ford range, they are fitted at PDI.
A small number of early UK Edges we’re supplied without locking wheel nuts sets and had to be claimed for from Ford by the supplying dealers. Perhaps this claiming back didn’t get down on your car.

I used a Disklok on my Mk2 Focus RS for piece of mind as they we’re going missing left, right and centre. Theft was one of the reasons why I sold it in the end.
I’m now of the mindset, that if they really want the Edge, they can have it. That’s why I’ve got insurance etc
The Disklok is a great visual deterrent however they are bulky and a bit of a pain to fit. I used to put it on whenever I left the RS- even at petrol stations.
If you do go down the Disklok route, there are discount codes floating around.

This is a known concern with the Edge.
The service department will be able to find a note in circulation from Ford that the rear discs can be replaced FOC due to scoring marks but the pads won’t be covered. Obviously dependent on mileage. Mine were changed at approx 5500 miles on my first Edge.

I hope you get an outcome that you are happy with.
On a side note, when I changed to my second Edge Sport, I changed after 1st April 2017 so now have higher road tax for the first 5 years due to the list price being over £40k. Just something to bear in mind if your current Edge is old tax rules. If the new car is affected maybe push for some freebies to lessen the blow.

I can’t comment on Climair wind deflector on the Edge however, I’ve had Climair wind deflectors on previous cars and agree that they do produce much more wind noise.
With my Edge, I ended up ordering some deflectors from the a Ford Dealer in the US. Rather than sitting in the window channel, they sit on the window frame. I would say that they don’t produce the same amount of wind noise as the Climair style deflectors. They are a slightly different design and don’t come down to the base of the front windows by the wing mirrors.
Maybe this is down to the thicker glass and noise reduction on the Edge front windows.